If Y has a geometric distribution with probability of

Chapter 3, Problem 147E

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QUESTION:

If  has a geometric distribution with probability of success , show that the moment-generating function for  is

                    \(m(t)=\frac{p e^{t}}{1-q e^{t}}\),          where \(q=1-p\).

Equation Transcription:

Text Transcription:

m(t)=pe^t over 1-qe^t

q=1-p

Questions & Answers

QUESTION:

If  has a geometric distribution with probability of success , show that the moment-generating function for  is

                    \(m(t)=\frac{p e^{t}}{1-q e^{t}}\),          where \(q=1-p\).

Equation Transcription:

Text Transcription:

m(t)=pe^t over 1-qe^t

q=1-p

ANSWER:

Solution 147E

Step1 of 2:

We have a random variable ‘Y’ and it follows geometric distribution with parameter ‘p’.

Then the probability mass function of geometric distribution is given by:

Where,

x = random variable

p = probability of success(Parameter)

n = sample size

We need to show that the moment generating function for Y is , where q = 1- p.


Step2 of 2:

Consider,

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